for instance, in Twenty Ten, this code in functions.php initializes the custom header area in admin:

// Add a way for the custom header to be styled in the admin panel that controls
// custom headers. See twentyten_admin_header_style(), below.
add_custom_image_header( '', 'twentyten_admin_header_style' );

check if your theme has a similar code in functions.php – and remove it.